A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.

An urn-based Bayesian block bootstrap

Block bootstrap has been introduced in the literature for resampling dependent data, i.e. stationary processes. One of the main assumptions in block bootstrapping is that the blocks of observations are exchangeable, i.e. their joint distribution is immune to permutations. In this paper we propose a new Bayesian approach to block bootstrapping, starting from the construction of exchangeable blocks. Our sampling mechanism is based on a particular class of reinforced urn processes

Mining tissue microarray data to uncover combinations of biomarker expression patterns that improve intermediate staging and grading of clear cell renal cell cancer

PURPOSE: Tumor stage and nuclear grade are the most important prognostic parameters of clear cell renal cell carcinoma (ccRCC). The progression risk of ccRCC remains difficult to predict particularly for tumors with organ-confined stage and intermediate differentiation grade. Elucidating molecular pathways deregulated in ccRCC may point to novel prognostic parameters that facilitate planning of therapeutic approaches. EXPERIMENTAL DESIGN: Using tissue microarrays, expression patterns of 15 different proteins were evaluated in over 800 ccRCC patients to analyze pathways reported to be physiologically controlled by the tumor suppressors von Hippel-Lindau protein and phosphatase and tensin homologue (PTEN). Tumor staging and grading were improved by performing variable selection using Cox regression and a recursive bootstrap elimination scheme. RESULTS: Patients with pT2 and pT3 tumors that were p27 and CAIX positive had a better outcome than those with all remaining marker combinations. A prolonged survival among patients with intermediate grade (grade 2) correlated with both nuclear p27 and cytoplasmic PTEN expression, as well as with inactive, nonphosphorylated ribosomal protein S6. By applying graphical log-linear modeling for over 700 ccRCC for which the molecular parameters were available, only a weak conditional dependence existed between the expression of p27, PTEN, CAIX, and p-S6, suggesting that the dysregulation of several independent pathways are crucial for tumor progression. CONCLUSIONS: The use of recursive bootstrap elimination, as well as graphical log-linear modeling for comprehensive tissue microarray (TMA) data analysis allows the unraveling of complex molecular contexts and may improve predictive evaluations for patients with advanced renal cancer.

Multilocus sequence analysis and rpoB sequencing of Mycobacterium abscessus (sensu lato) strains

Mycobacterium abscessus, Mycobacterium bolletii, and Mycobacterium massiliense (Mycobacterium abscessus sensu lato) are closely related species that currently are identified by the sequencing of the rpoB gene. However, recent studies show that rpoB sequencing alone is insufficient to discriminate between these species, and some authors have questioned their current taxonomic classification. We studied here a large collection of M. abscessus (sensu lato) strains by partial rpoB sequencing (752 bp) and multilocus sequence analysis (MLSA). The final MLSA scheme developed was based on the partial sequences of eight housekeeping genes: argH, cya, glpK, gnd, murC, pgm, pta, and purH. The strains studied included the three type strains (M. abscessus CIP 104536(T), M. massiliense CIP 108297(T), and M. bolletii CIP 108541(T)) and 120 isolates recovered between 1997 and 2007 in France, Germany, Switzerland, and Brazil. The rpoB phylogenetic tree confirmed the existence of three main clusters, each comprising the type strain of one species. However, divergence values between the M. massiliense and M. bolletii clusters all were below 3% and between the M. abscessus and M. massiliense clusters were from 2.66 to 3.59%. The tree produced using the concatenated MLSA gene sequences (4,071 bp) also showed three main clusters, each comprising the type strain of one species. The M. abscessus cluster had a bootstrap value of 100% and was mostly compact. Bootstrap values for the M. massiliense and M. bolletii branches were much lower (71 and 61%, respectively), with the M. massiliense cluster having a fuzzy aspect. Mean (range) divergence values were 2.17% (1.13 to 2.58%) between the M. abscessus and M. massiliense clusters, 2.37% (1.5 to 2.85%) between the M. abscessus and M. bolletii clusters, and 2.28% (0.86 to 2.68%) between the M. massiliense and M. bolletii clusters. Adding the rpoB sequence to the MLSA-concatenated sequence (total sequence, 4,823 bp) had little effect on the clustering of strains. We found 10/120 (8.3%) isolates for which the concatenated MLSA gene sequence and rpoB sequence were discordant (e.g., M. massiliense MLSA sequence and M. abscessus rpoB sequence), suggesting the intergroup lateral transfers of rpoB. In conclusion, our study strongly supports the recent proposal that M. abscessus, M. massiliense, and M. bolletii should constitute a single species. Our findings also indicate that there has been a horizontal transfer of rpoB sequences between these subgroups, precluding the use of rpoB sequencing alone for the accurate identification of the two proposed M. abscessus subspecies.

Assessment of population structure by single nucleotide polymorphisms (SNPs) in goat breeds

Single nucleotide polymorphisms (SNPs) may be used in biodiversity studies and commercial tasks like traceability, paternity testing and selection for suitable genotypes. Twenty-seven SNPs were characterized and genotyped on 250 individuals belonging to eight Italian goat breeds. Multilocus genotype data were used to infer population structure and assign individuals to populations. To estimate the number of groups (K) to test in population structure analysis we used likelihood values and variance of the bootstrap samples, deriving optimal K from a drop in the likelihood and a rise in the variance plots against K.

EmsB, a tandem repeated multi-loci microsatellite, new tool to investigate the genetic diversity of Echinococcus multilocularis

In order to explore the genetic diversity within Echinococcus multilocularis (E. multilocularis), the cestode responsible for the alveolar echinococcosis (AE) in humans, a microsatellite, composed of (CA) and (GA) repeats and designated EmsB, was isolated and characterized in view of its nature and potential field application. PCR-amplification with specific primers exhibited a high degree of size polymorphism between E. multilocularis and Echinococcus granulosus sheep (G1) and camel (G6) strains. Fluorescent-PCR was subsequently performed on a panel of E. multilocularis isolates to assess intra-species polymorphism level. EmsB provided a multi-peak profile, characterized by tandemly repeated microsatellite sequences in the E. multilocularis genome. This "repetition of repeats" feature provided to EmsB a high discriminatory power in that eight clusters, supported by bootstrap p-values larger than 95%, could be defined among the tested E. multilocularis samples. We were able to differentiate not only the Alaskan from the European samples, but also to detect different European isolate clusters. In total, 25 genotypes were defined within 37 E. multilocularis samples. Despite its complexity, this tandem repeated multi-loci microsatellite possesses the three important features for a molecular marker, i.e. sensitivity, repetitiveness and discriminatory power. It will permit assessing the genetic polymorphism of E. multilocularis and to investigate its spatial distribution in detail.

Estimating the number of motor units using random sums with independently thinned terms

The problem of estimating the numbers of motor units N in a muscle is embedded in a general stochastic model using the notion of thinning from point process theory. In the paper a new moment type estimator for the numbers of motor units in a muscle is denned, which is derived using random sums with independently thinned terms. Asymptotic normality of the estimator is shown and its practical value is demonstrated with bootstrap and approximative confidence intervals for a data set from a 31-year-old healthy right-handed, female volunteer. Moreover simulation results are presented and Monte-Carlo based quantiles, means, and variances are calculated for N in{300,600,1000}.

How stable are 20th century calibration models? A high-resolution summer temperature reconstruction for the eastern Swiss Alps back to A.D. 1580 derived from proglacial varved sediments

We found a significant positive correlation between local summer air temperature (May-September) and the annual sediment mass accumulation rate (MAR) in Lake Silvaplana (46°N, 9°E, 1800 m a.s.l.) during the twentieth century (r = 0.69, p < 0.001 for decadal smoothed series). Sediment trap data (2001-2005) confirm this relation with exceptionally high particle yields during the hottest summer of the last 140 years in 2003. On this base we developed a decadal-scale summer temperature reconstruction back to AD 1580. Surprisingly, the comparison of our reconstruction with two other independent regional summer temperature reconstructions (based on tree-rings and documentary data) revealed a significant negative correlation for the pre-1900 data (ie, late ‘Little Ice Age’). This demonstrates that the correlation between MAR and summer temperature is not stable in time and the actualistic principle does not apply in this case. We suggest that different climatic regimes (modern/‘Little Ice Age’) lead to changing state conditions in the catchment and thus to considerably different sediment transport mechanisms. Therefore, we calibrated our MAR data with gridded early instrumental temperature series from AD 1760-1880 (r = -0.48, p < 0.01 for decadal smoothed series) to properly reconstruct the late LIA climatic conditions. We found exceptionally low temperatures between AD 1580 and 1610 (0.75°C below twentieth-century mean) and during the late Maunder Minimum from AD 1680 to 1710 (0.5°C below twentieth-century mean). In general, summer temperatures did not experience major negative departures from the twentieth-century mean during the late ‘Little Ice Age’. This compares well with the two existing independent regional reconstructions suggesting that the LIA in the Alps was mainly a phenomenon of the cold season.

Growth curves for cardio-metabolic risk factors in children and adolescents

OBJECTIVE: This study developed percentile curves for anthropometric (waist circumference) and cardiovascular (lipid profile) risk factors for US children and adolescents. STUDY DESIGN: A representative sample of US children and adolescents from the National Health and Nutrition Examination Survey from 1988 to 1994 (NHANES III) and the current national series (NHANES 1999-2006) were combined. Percentile curves were constructed, nationally weighted, and smoothed using the Lambda, Mu, and Sigma method. The percentile curves included age- and sex-specific percentile values that correspond with and transition into the adult abnormal cut-off values for each of these anthropometric and cardiovascular components. To increase the sample size, a second series of percentile curves was also created from the combination of the 2 NHANES databases, along with cross-sectional data from the Bogalusa Heart Study, the Muscatine Study, the Fels Longitudinal Study and the Princeton Lipid Research Clinics Study. RESULTS: These analyses resulted in a series of growth curves for waist circumference, total cholesterol, LDL cholesterol, triglycerides, and HDL cholesterol from a combination of pediatric data sets. The cut-off for abnormal waist circumference in adult males (102 cm) was equivalent to the 94(th) percentile line in 18-year-olds, and the cut-off in adult females (88 cm) was equivalent to the 84(th) percentile line in 18-year-olds. Triglycerides were found to have a bimodal pattern among females, with an initial peak at age 11 and a second at age 20; the curve for males increased steadily with age. The HDL curve for females was relatively flat, but the male curve declined starting at age 9 years. Similar curves for total and LDL cholesterol were constructed for both males and females. When data from the additional child studies were added to the national data, there was little difference in their patterns or rates of change from year to year. CONCLUSIONS: These curves represent waist and lipid percentiles for US children and adolescents, with identification of values that transition to adult abnormalities. They could be used conditionally for both epidemiological and possibly clinical applications, although they need to be validated against longitudinal data.

High-resolution summer temperature reconstruction from Lake Silvaplana based on in-situ reflectance spectroscopy

Annually laminated (varved) sediments of proglacial Lake Silvaplana (46 ̊27’N, 9 ̊48’E, 1791 m a.s.l., Engadine, eastern Swiss Alps) provide an excellent archive for quantitative high-resolution (seasonal – annual) reconstruction of high- and lowfrequency climate signals back to AD 1580. The chronology of the core is based on varve counting, Cs-137, Pb-210 and event stratigraphy. In this study we present a reconstruction based on in-situ reflectance spectroscopy. In situ reflectance spectroscopy is known as a cost- and time-effective non destructtive method for semi-quantitative analysis of pigments (e.g., chlorines and carotenoids) and of lithoclastic sediment fractions. Reflectance-dependent absorption (RDA) was measured with a Gretac Macbeth spectrolino at 2 mm resolution. The spectral coverage ranges from 380 nm to 730 nm at 10 nm band resolution. In proglacial Lake Silvaplana, 99% of the sediment is lithoclastic prior to AD 1950. Therefore, we concentrate on absorption features that are characteristic for lithoclastic sediment fractions. In Lake Silvaplana, two significant correlations that are stable in time were found between RDA typical for lithoclastics and meteorological data: (1) the time series R 570 /R 630 (ratio between RDA at 570 nm and 630 nm) of varves in Lake Silvaplana and May to October temperatures at nearby station of Sils correlate highly significantly (calibration period AD 1864 – 1951, r = 0.74, p < 0.01 for 5ptsmoothed series; RMSE is 0.28 ̊C, RE = 0.41 and CE = 0.38), and (2) the minimum reflectance within the 690nm band (min690) data correlate with May to October (calibration period AD 1864 – 1951, r = 0.68, p < 0.01 for 5pt-smoothed series; RMSE = 0.22 ̊C, RE = 0.5, CE = 0.31). Both proxy series (min690nm and R 570 /R 630 values) are internally highly consistent (r = 0.8, p < 0.001). In proglacial Lake Silvaplana the largest amount of sediment is transported by glacial meltwater. The melting season spans approximately from May to October, which gives us a good understanding of the geophysical processes explaining the correlations between lithoclastic proxies and the meteorological data. The reconstructions were extended back to AD 1580 and show a broad corresponddence with fully independent reconstructions from tree rings and documentary data.

Climate spectrum estimation in the presence of timescale errors

We introduce an algorithm (called REDFITmc2) for spectrum estimation in the presence of timescale errors. It is based on the Lomb-Scargle periodogram for unevenly spaced time series, in combination with the Welch's Overlapped Segment Averaging procedure, bootstrap bias correction and persistence estimation. The timescale errors are modelled parametrically and included in the simulations for determining (1) the upper levels of the spectrum of the red-noise AR(1) alternative and (2) the uncertainty of the frequency of a spectral peak. Application of REDFITmc2 to ice core and stalagmite records of palaeoclimate allowed a more realistic evaluation of spectral peaks than when ignoring this source of uncertainty. The results support qualitatively the intuition that stronger effects on the spectrum estimate (decreased detectability and increased frequency uncertainty) occur for higher frequencies. The surplus information brought by algorithm REDFITmc2 is that those effects are quantified. Regarding timescale construction, not only the fixpoints, dating errors and the functional form of the age-depth model play a role. Also the joint distribution of all time points (serial correlation, stratigraphic order) determines spectrum estimation.

Cost-effectiveness of percutaneous coronary intervention in patients with stable coronary artery disease and abnormal fractional flow reserve

BACKGROUND The Fractional Flow Reserve Versus Angiography for Multivessel Evaluation (FAME) 2 trial demonstrated a significant reduction in subsequent coronary revascularization among patients with stable angina and at least 1 coronary lesion with a fractional flow reserve ≤0.80 who were randomized to percutaneous coronary intervention (PCI) compared with best medical therapy. The economic and quality-of-life implications of PCI in the setting of an abnormal fractional flow reserve are unknown. METHODS AND RESULTS We calculated the cost of the index hospitalization based on initial resource use and follow-up costs based on Medicare reimbursements. We assessed patient utility using the EQ-5D health survey with US weights at baseline and 1 month and projected quality-adjusted life-years assuming a linear decline over 3 years in the 1-month utility improvements. We calculated the incremental cost-effectiveness ratio based on cumulative costs over 12 months. Initial costs were significantly higher for PCI in the setting of an abnormal fractional flow reserve than with medical therapy ($9927 versus $3900, P<0.001), but the $6027 difference narrowed over 1-year follow-up to $2883 (P<0.001), mostly because of the cost of subsequent revascularization procedures. Patient utility was improved more at 1 month with PCI than with medical therapy (0.054 versus 0.001 units, P<0.001). The incremental cost-effectiveness ratio of PCI was $36 000 per quality-adjusted life-year, which was robust in bootstrap replications and in sensitivity analyses. CONCLUSIONS PCI of coronary lesions with reduced fractional flow reserve improves outcomes and appears economically attractive compared with best medical therapy among patients with stable angina.

New insights regarding the incidence, presentation and treatment options of aorto-oesophageal fistulation after thoracic endovascular aortic repair: the European Registry of Endovascular Aortic Repair Complications

OBJECTIVES To review the incidence, clinical presentation, definite management and 1-year outcome in patients with aorto-oesophageal fistulation (AOF) following thoracic endovascular aortic repair (TEVAR). METHODS International multicentre registry (European Registry of Endovascular Aortic Repair Complications) between 2001 and 2011 with a total caseload of 2387 TEVAR procedures (17 centres). RESULTS Thirty-six patients with a median age of 69 years (IQR 56-75), 25% females and 9 patients (19%) following previous aortic surgery were identified. The incidence of AOF in the entire cohort after TEVAR in the study period was 1.5%. The primary underlying aortic pathology for TEVAR was atherosclerotic aneurysm formation in 53% of patients and the median time to development of AOF was 90 days (IQR 30-150). Leading clinical symptoms were fever of unknown origin in 29 (81%), haematemesis in 19 (53%) and shock in 8 (22%) patients. Diagnosis could be confirmed via computed tomography in 92% of the cases with the leading sign of a new mediastinal mass in 28 (78%) patients. A conservative approach resulted in a 100% 1-year mortality, and 1-year survival for an oesophageal stenting-only approach was 17%. Survival after isolated oesophagectomy was 43%. The highest 1-year survival rate (46%) could be achieved via an aggressive treatment including radical oesophagectomy and aortic replacement [relative risk increase 1.73 95% confidence interval (CI) 1.03-2.92]. The survival advantage of this aggressive treatment modality could be confirmed in bootstrap analysis (95% CI 1.11-3.33). CONCLUSIONS The development of AOF is a rare but lethal complication after TEVAR, being associated with the need for emergency TEVAR as well as mediastinal haematoma formation. The only durable and successful approach to cure the disease is radical oesophagectomy and extensive aortic reconstruction. These findings may serve as a decision-making tool for physicians treating these complex patients.

Quantitative high-resolution warm season rainfall recorded in varved sediments of Lake Oeschinen, northern Swiss Alps: calibration and validation AD 1901–2008

High-resolution, well-calibrated records of lake sediments are critically important for quantitative climate reconstructions, but they remain a methodological and analytical challenge. While several comprehensive paleotemperature reconstructions have been developed across Europe, only a few quantitative high-resolution studies exist for precipitation. Here we present a calibration and verification study of lithoclastic sediment proxies from proglacial Lake Oeschinen (46°30′N, 7°44′E, 1,580 m a.s.l., north–west Swiss Alps) that are sensitive to rainfall for the period AD 1901–2008. We collected two sediment cores, one in 2007 and another in 2011. The sediments are characterized by two facies: (A) mm-laminated clastic varves and (B) turbidites. The annual character of the laminae couplets was confirmed by radiometric dating (210Pb, 137Cs) and independent flood-layer chronomarkers. Individual varves consist of a dark sand-size spring-summer layer enriched in siliciclastic minerals and a lighter clay-size calcite-rich winter layer. Three subtypes of varves are distinguished: Type I with a 1–1.5 mm fining upward sequence; Type II with a distinct fine-sand base up to 3 mm thick; and Type III containing multiple internal microlaminae caused by individual summer rainstorm deposits. Delta-fan surface samples and sediment trap data fingerprint different sediment source areas and transport processes from the watershed and confirm the instant response of sediment flux to rainfall and erosion. Based on a highly accurate, precise and reproducible chronology, we demonstrate that sediment accumulation (varve thickness) is a quantitative predictor for cumulative boreal alpine spring (May–June) and spring/summer (May–August) rainfall (rMJ = 0.71, rMJJA = 0.60, p < 0.01). Bootstrap-based verification of the calibration model reveals a root mean squared error of prediction (RMSEPMJ = 32.7 mm, RMSEPMJJA = 57.8 mm) which is on the order of 10–13 % of mean MJ and MJJA cumulative precipitation, respectively. These results highlight the potential of the Lake Oeschinen sediments for high-resolution reconstructions of past rainfall conditions in the northern Swiss Alps, central and eastern France and south-west Germany.